D5BI.DE vs. WTEI.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 10 years, D5BI.DE returned 6.75%/yr vs 9.62%/yr for WTEI.DE. A 0.59 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.46%/yr for WTEI.DE.
Performance
D5BI.DE vs. WTEI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than WTEI.DE's 21.67% return. Over the past 10 years, D5BI.DE has underperformed WTEI.DE with an annualized return of 6.75%, while WTEI.DE has yielded a comparatively higher 9.62% annualized return.
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
WTEI.DE
- 1D
- 1.31%
- 1M
- 0.72%
- 6M
- 20.40%
- YTD
- 21.67%
- 1Y
- 28.16%
- 3Y*
- 16.16%
- 5Y*
- 11.20%
- 10Y*
- 9.62%
D5BI.DE vs. WTEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 21.67% | 7.76% | 11.70% | 16.82% | -7.16% | 22.68% | -15.24% | 23.06% | -3.85% | 10.46% |
Correlation
The correlation between D5BI.DE and WTEI.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2014 | 0.59 |
The correlation between D5BI.DE and WTEI.DE shifts across timeframes, from 0.47 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BI.DE vs. WTEI.DE — Risk / Return Rank
D5BI.DE
WTEI.DE
D5BI.DE vs. WTEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BI.DE | WTEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.67 | -1.97 |
| Martin ratioReturn relative to average drawdown | 10.42 | 15.87 | -5.45 |
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Drawdowns
D5BI.DE vs. WTEI.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than WTEI.DE's maximum drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and WTEI.DE.
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Drawdown Indicators
| D5BI.DE | WTEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -43.36% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -6.00% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -15.95% | -14.94% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -16.76% | -14.13% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | -35.60% | -13.98% |
Current DrawdownCurrent decline from peak | -4.36% | -2.26% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -10.35% | -9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.77% | +1.30% |
Volatility
D5BI.DE vs. WTEI.DE - Volatility Comparison
Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 6.63% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.62%. This indicates that D5BI.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BI.DE | WTEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 4.62% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 10.46% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 13.25% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 13.58% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 18.16% | +5.78% |
D5BI.DE vs. WTEI.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than WTEI.DE's 0.46% expense ratio.
Dividends
D5BI.DE vs. WTEI.DE - Dividend Comparison
D5BI.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 4.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 4.76% | 4.53% | 7.52% | 6.96% | 7.43% | 3.95% | 4.96% | 4.05% | 4.27% | 3.25% | 0.87% | 4.60% |
Frequently Asked Questions
D5BI.DE and WTEI.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEI.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEI.DE is cheaper with a 0.46% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.65% for D5BI.DE and 0.46% for WTEI.DE.
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